Bourbaki

Corollary

Tag 08W9, permanent. Cite it as [Bourbaki, Tag 08W9].

Integration, chapter IV, § 5. Measurable functions and sets

— Let F be a metrizable uniform space.

(i) Every sequence (fn)(f_n) of elements of S(A,μ;F)\mathscr{S}(A, \mu; F) that converges locally almost everywhere to a mapping ff (necessarily μ\mu-measurable) of A into F, converges in measure to ff in A.

(ii) Let (fn)(f_n) be a sequence of elements of S(A,μ;F)\mathscr{S}(A, \mu; F) that converges in measure to a mapping ff of A into F. For every set B⊂AB \subset A that is a countable union of integrable sets, there exists a subsequence (fnk)(f_{n_k}) of (fn)(f_n) such that the sequence (fnk(x))(f_{n_k}(x)) converges in F to f(x)f(x) for almost every x∈Bx \in B.

(i) The assertion follows at once from the extension of Egoroff’s theorem mentioned in No. 10.

(ii) By Lemma 4, there exists a subsequence (fnk)(f_{n_k}) of (fn)(f_n) such that (fnk(x))(f_{n_k}(x)) is a Cauchy sequence in F for every x∈B−Nx \in B - N, where N is negligible; let f′(x)∈F^f'(x) \in \widehat{F} be the limit of this sequence for x∈B−Nx \in B - N. It is clear that f′f' is a μ\mu-measurable mapping of B−NB - N into F^\widehat{F}, and the sequence (fn)(f_n) converges in measure to f′f' in B−NB - N by (i); f′f' is therefore equal to ff almost everywhere in B.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Cites

Transcribed from the printed volume. Not translated.